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JREU.DE vs. JGHY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JREU.DE vs. JGHY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) and JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JREU.DE achieves a 12.48% return, which is significantly higher than JGHY.DE's 4.92% return.


JREU.DE

1D
0.21%
1M
1.56%
6M
11.77%
YTD
12.48%
1Y
22.45%
3Y*
18.83%
5Y*
13.65%
10Y*

JGHY.DE

1D
-0.21%
1M
1.20%
6M
3.93%
YTD
4.92%
1Y
8.73%
3Y*
7.91%
5Y*
4.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JREU.DE vs. JGHY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JREU.DE
JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)
12.48%3.77%32.09%24.03%-14.69%42.48%6.66%
JGHY.DE
JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc
4.92%-0.68%12.22%7.50%-4.77%10.40%-13.43%

Correlation

The correlation between JREU.DE and JGHY.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2020

0.58

The correlation between JREU.DE and JGHY.DE has been stable across timeframes, ranging from 0.55 to 0.58 - a consistent structural relationship.

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Return for Risk

JREU.DE vs. JGHY.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JREU.DE
JREU.DE Risk / Return Rank: 7676
Overall Rank
JREU.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JREU.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
JREU.DE Omega Ratio Rank: 7474
Omega Ratio Rank
JREU.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
JREU.DE Martin Ratio Rank: 8080
Martin Ratio Rank

JGHY.DE
JGHY.DE Risk / Return Rank: 8585
Overall Rank
JGHY.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
JGHY.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
JGHY.DE Omega Ratio Rank: 8585
Omega Ratio Rank
JGHY.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
JGHY.DE Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JREU.DE vs. JGHY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) and JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JREU.DEJGHY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.35

1.41

-0.06

Calmar ratioReturn relative to maximum drawdown

3.28

4.15

-0.87

Martin ratioReturn relative to average drawdown

12.12

13.75

-1.63

JREU.DE vs. JGHY.DE - Sharpe Ratio Comparison

The current JREU.DE Sharpe Ratio is 1.91, which is comparable to the JGHY.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of JREU.DE and JGHY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JREU.DE vs. JGHY.DE - Drawdown Comparison

The maximum JREU.DE drawdown since its inception was -34.40%, which is greater than JGHY.DE's maximum drawdown of -24.72%. Use the drawdown chart below to compare losses from any high point for JREU.DE and JGHY.DE.


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Drawdown Indicators


JREU.DEJGHY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.40%

-24.72%

-9.68%

Max Drawdown (1Y)

Largest decline over 1 year

-6.81%

-2.32%

-4.49%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-10.49%

-12.88%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

-10.49%

-12.88%

Current Drawdown

Current decline from peak

-0.15%

-0.52%

+0.37%

Average Drawdown

Average peak-to-trough decline

-5.32%

-6.58%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

0.70%

+1.15%

Volatility

JREU.DE vs. JGHY.DE - Volatility Comparison

JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) has a higher volatility of 2.80% compared to JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE) at 1.21%. This indicates that JREU.DE's price experiences larger fluctuations and is considered to be riskier than JGHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JREU.DEJGHY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

1.21%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

3.04%

+4.81%

Volatility (1Y)

Calculated over the trailing 1-year period

11.75%

4.63%

+7.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

6.57%

+8.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

8.78%

+8.94%

JREU.DE vs. JGHY.DE - Expense Ratio Comparison

JREU.DE has a 0.20% expense ratio, which is lower than JGHY.DE's 0.35% expense ratio.


Dividends

JREU.DE vs. JGHY.DE - Dividend Comparison

Neither JREU.DE nor JGHY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JREU.DE and JGHY.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JREU.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JREU.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JGHY.DE.

JREU.DE is categorized as Large Cap Blend Equities, while JGHY.DE is High Yield Bonds. Their fees differ too: 0.20% for JREU.DE and 0.35% for JGHY.DE.

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